Look for the 'internal diameter' specification. Dunlop, for example, makes a relatively hefty little pyrex slide. I'd link to it, but it looks like they redid their site and removed a lot of useful information.

The basic idea is to find the heaviest one that fits snuggly on your pinky (or, if you're a miscreant, any other finger) that you can comfortably carry at the end of your arm. If you can't find a slide that's snug enough, you can always support it with your ring finger.

Don't buy one of those tiny tinny featherweight pyrex slides, even if it's the best fit.

There are quite a few slide choices for those with small fingers... and Paloma Stone Slides offers a 16 mm and 18 mm slide that seems to suit quite a few folks with small hands/fingers. These are made from high-fire stoneware clay. Available in short and long lengths, and two glaze colors, Paloma slides yield great tone and sustain and are available nationally from Sam Ash Music, Elderly Instruments and directly from me... I make them by hand! Good luck in your search! Welcome to the Forum and the world of slide guitar...

A thumbs up on the Paloma. Find your ring size, should be loose enough to move a little inside, yet snug enough not to fall off your finger when you hang your finger. Length, just over or under the tip of your chosen finger should be comfortable.